Presented i n this paper is a solution to the Lyapunov Equation i n Constant Gain Filtering. A specific method for deriving the noise reduction ratios for the alpha-beta and alpha-beta-gamma filters are explored using the Lyapunov Equation. This enables us t o simplify the computation drastically. For a 2 x 2 matrix, one has t o solve for one unknown instead of two. For a 3 x 3 matrix, one has t o solve for three unknowns instead of six and so on. Thus reduction i n the number of variables has considerable advantage for higher dimensional filters such as the alpha-beta-gamma filter.
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